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1、0 = to = T = X = $ s = S) d1 ( N( C)$26.22 Jnpufs:Riskcfree rate = RF =Timeto maturty (yrs) =Strke price =X =Std deviation =o=Stock Price (S)$3.00$10.00$15.00$20.00$25.00$30.00$35.00$40.00$45.00$46.75$50.00Model 20-01Black-Scholes Call Option Pricing5.00%1.00000$25.0001di-20.65264-8.61291-4.55826-1.
2、681440.550002.373223.914725.250046.427876.809387.481472-20.75264-8.71291-4.65826-1.781440.450002.273223.814725.150046.327876.709387.38147N(di)0.000000.000000.000000.046340.708840.991180.999951.000001.000001.000001.00000N(dz)0.000000.000000.000000.037420.673640.988490.999931.000001.000001.000001.00000Call Price (C)$0.00$0.0030.00$0.04$1.7036.23$11.22$16.22$21.22$22.97$26.22
